UniCredit Call 220 SWGAF 18.12.2024
/ DE000HD1T809
UniCredit Call 220 SWGAF 18.12.20.../ DE000HD1T809 /
| 2024-06-20 2:13:01 PM |
Chg.-0.110 |
Bid2:47:42 PM |
Ask2:47:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-18.64% |
0.500
Bid Size: 40,000 |
0.530
Ask Size: 40,000 |
Swatch Group AG |
220.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD1T80 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Swatch Group AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.27 |
| Parity: |
-1.98 |
| Time value: |
0.71 |
| Break-even: |
227.10 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.16 |
| Spread %: |
29.09% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
9.88 |
| Rho: |
0.31 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.480 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
-48.39% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.460 |
| 1M High / 1M Low: |
0.930 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
